VRDN gamma levels.
Where VRDN tends to stick and where it slips: the call wall, put wall, gamma flip and Volt, 15-minute delayed and free.
- VRDN $24.76 · up 2.02% on the day · positive gamma overall (moves grind and levels hold)
- Levels: ★ Volt, the biggest level 30 (above price · 5.24 / 21.16% away); ↯ Surge, live flow 30 (above price · 5.24 / 21.16% away); ‖ call wall — ceiling, sticky 30 (above price · 5.24 / 21.16% away); ‖ put wall — floor, slippery 23 (below price · 1.76 / 7.11% away); ↘ Reversal 23 (below price · 1.76 / 7.11% away)
- Expected move today ±6.28 · pre-open reference
- Strikes nearest the money (high to low): 27 positive, 26 positive, 25 positive, 24 positive, 23 negative, 22 positive
- Since yesterday's close, positioning faded at 27.
- ATM implied volatility 102.3%